The Horn has very heavy Midge hatches so plan for that, also the Baetis should be going along well.
As far as nymphs, usually the standard fare there includes the ol'Bighorn orange scud, and the always popular San Juan Worm in red.

Honestly I think any of your standard nymphs will work there but you may need to go with smaller sizes starting around #18's and smaller.

It's been several years since fishing there, so take it for what it's worth.